001979 招商蛇口 — 网格交易 回测明细
数据区间: 2015-12-30 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥64.0万
策略: 网格交易
K线 & 交易信号（策略收益 -36.05%）
红色三角=买入 · 蓝绿三角=卖出 · 标记为实际成交价
账户净值曲线（每标的独立回测 ¥1,000,000）
回合交易明细（共 17 个回合）
| # | 入场日期 | 离场日期 | 入场价 | 离场价 | 盈亏 | 盈亏% | 离场方式 |
|---|
| 1 |
2016-02-01 |
2016-02-03 |
14.454335 |
14.985 |
¥3.6万 |
+3.64% |
网格止盈 |
| 2 |
2016-02-04 |
2016-03-03 |
15.289071697456421 |
16.6833 |
¥9.4万 |
+9.09% |
网格止盈 |
| 3 |
2016-03-04 |
2016-03-08 |
16.020804799999997 |
16.40358 |
¥2.6万 |
+2.36% |
网格止盈 |
| 4 |
2016-03-09 |
2016-03-22 |
15.469607080638553 |
15.93405 |
¥3.4万 |
+2.97% |
网格止盈 |
| 5 |
2016-03-23 |
2016-08-15 |
15.556986794368626 |
16.263720000000003 |
¥5.4万 |
+4.51% |
网格止盈 |
| 6 |
2016-08-17 |
2016-10-20 |
16.691691777543625 |
17.102880000000003 |
¥3.0万 |
+2.43% |
网格止盈 |
| 7 |
2016-10-25 |
2016-11-24 |
16.920259694984058 |
17.4825 |
¥4.2万 |
+3.29% |
网格止盈 |
| 8 |
2016-11-29 |
2016-12-02 |
19.244991765999995 |
19.8801 |
¥4.3万 |
+3.27% |
网格止盈 |
| 9 |
2016-12-05 |
2017-04-11 |
18.876574912980555 |
19.560419999999997 |
¥4.9万 |
+3.59% |
网格止盈 |
| 10 |
2017-04-13 |
2017-06-27 |
20.99574299802836 |
21.978 |
¥6.5万 |
+4.65% |
网格止盈 |
| 11 |
2017-06-30 |
2018-01-17 |
21.52034422549707 |
24.2757 |
¥18.8万 |
+12.77% |
网格止盈 |
| 12 |
2018-01-19 |
2018-01-24 |
24.241480262999996 |
25.374599999999997 |
¥7.6万 |
+4.64% |
网格止盈 |
| 13 |
2018-01-25 |
2018-01-29 |
24.982442484999993 |
26.02395 |
¥7.2万 |
+4.14% |
网格止盈 |
| 14 |
2018-01-30 |
2018-02-05 |
25.853573745999995 |
26.42355 |
¥3.9万 |
+2.17% |
网格止盈 |
| 15 |
2018-02-08 |
2018-02-26 |
22.807210296240736 |
23.676299999999998 |
¥7.0万 |
+3.78% |
网格止盈 |
| 16 |
2018-02-27 |
2019-04-08 |
23.07023625149458 |
24.0759 |
¥8.3万 |
+4.33% |
网格止盈 |
| 17 |
2019-04-11 |
2026-11-13 |
23.406618323977778 |
7.48 |
¥-1.36M |
-68.05% |
强平 |
逐笔成交记录（共 46 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-02-01 |
网格首格 |
买入 |
14.45 |
69100.0 |
¥99.9万 |
|
| 2016-02-03 |
网格止盈 |
卖出 |
14.985 |
69100.0 |
¥1.04M |
止盈触发 |
| 2016-02-04 |
网格首格 |
买入 |
15.285269999999997 |
67600.0 |
¥1.03M |
|
| 2016-02-16 |
网格加仓 |
买入 |
14.754739999999996 |
100.0 |
¥1,476 |
加仓 |
| 2016-03-03 |
网格止盈 |
卖出 |
16.6833 |
67700.0 |
¥1.13M |
止盈触发 |
| 2016-03-04 |
网格首格 |
买入 |
16.016 |
68900.0 |
¥1.10M |
|
| 2016-03-08 |
网格止盈 |
卖出 |
16.40358 |
68900.0 |
¥1.13M |
止盈触发 |
| 2016-03-09 |
网格首格 |
买入 |
15.505489999999998 |
71900.0 |
¥1.12M |
|
| 2016-03-11 |
网格加仓 |
买入 |
14.42441 |
2800.0 |
¥4.0万 |
加仓 |
| 2016-03-22 |
网格止盈 |
卖出 |
15.93405 |
74700.0 |
¥1.19M |
止盈触发 |
| 2016-03-23 |
网格首格 |
买入 |
15.555539999999997 |
75900.0 |
¥1.18M |
|
| 2016-03-29 |
网格加仓 |
买入 |
15.14513 |
600.0 |
¥9,090 |
加仓 |
| 2016-08-15 |
网格止盈 |
卖出 |
16.263720000000003 |
76500.0 |
¥1.24M |
止盈触发 |
| 2016-08-17 |
网格首格 |
买入 |
16.69 |
74000.0 |
¥1.24M |
|
| 2016-08-23 |
网格加仓 |
买入 |
16.19618 |
500.0 |
¥8,101 |
加仓 |
| 2016-10-20 |
网格止盈 |
卖出 |
17.102880000000003 |
74500.0 |
¥1.27M |
止盈触发 |
| 2016-10-25 |
网格首格 |
买入 |
16.9169 |
75000.0 |
¥1.27M |
|
| 2016-11-18 |
网格加仓 |
买入 |
16.486469999999997 |
300.0 |
¥4,947 |
加仓 |
| 2016-11-24 |
网格止盈 |
卖出 |
17.4825 |
75300.0 |
¥1.32M |
止盈触发 |
| 2016-11-29 |
网格首格 |
买入 |
19.239219999999996 |
67800.0 |
¥1.30M |
|
| 2016-12-02 |
网格止盈 |
卖出 |
19.8801 |
67800.0 |
¥1.35M |
止盈触发 |
| 2016-12-05 |
网格首格 |
买入 |
18.9 |
70100.0 |
¥1.33M |
|
| 2016-12-06 |
网格加仓 |
买入 |
17.79778 |
1900.0 |
¥3.4万 |
加仓 |
| 2017-04-11 |
网格止盈 |
卖出 |
19.560419999999997 |
72000.0 |
¥1.41M |
止盈触发 |
| 2017-04-13 |
网格首格 |
买入 |
20.990969999999997 |
66900.0 |
¥1.40M |
|
| 2017-04-17 |
网格加仓 |
买入 |
19.97 |
100.0 |
¥1,998 |
加仓 |
| 2017-06-27 |
网格止盈 |
卖出 |
21.978 |
67000.0 |
¥1.47M |
止盈触发 |
| 2017-06-30 |
网格首格 |
买入 |
21.521499999999996 |
67900.0 |
¥1.46M |
|
| 2017-07-05 |
网格加仓 |
买入 |
20.480459999999997 |
500.0 |
¥1.0万 |
加仓 |
| 2018-01-17 |
网格止盈 |
卖出 |
24.2757 |
68400.0 |
¥1.66M |
止盈触发 |
| 2018-01-19 |
网格首格 |
买入 |
24.234209999999997 |
67900.0 |
¥1.65M |
|
| 2018-01-24 |
网格止盈 |
卖出 |
25.374599999999997 |
67900.0 |
¥1.72M |
止盈触发 |
| 2018-01-25 |
网格首格 |
买入 |
24.974949999999996 |
69300.0 |
¥1.73M |
|
| 2018-01-29 |
网格止盈 |
卖出 |
26.02395 |
69300.0 |
¥1.80M |
止盈触发 |
| 2018-01-30 |
网格首格 |
买入 |
25.845819999999996 |
69300.0 |
¥1.79M |
|
| 2018-02-05 |
网格止盈 |
卖出 |
26.42355 |
69300.0 |
¥1.83M |
止盈触发 |
| 2018-02-08 |
网格首格 |
买入 |
22.822799999999997 |
79900.0 |
¥1.82M |
|
| 2018-02-12 |
网格加仓 |
买入 |
21.171149999999997 |
1100.0 |
¥2.3万 |
加仓 |
| 2018-02-26 |
网格止盈 |
卖出 |
23.676299999999998 |
81000.0 |
¥1.92M |
止盈触发 |
| 2018-02-27 |
网格首格 |
买入 |
23.07 |
82700.0 |
¥1.91M |
|
| 2018-02-28 |
网格加仓 |
买入 |
21.681659999999997 |
400.0 |
¥8,675 |
加仓 |
| 2019-04-08 |
网格止盈 |
卖出 |
24.0759 |
83100.0 |
¥2.00M |
止盈触发 |
| 2019-04-11 |
网格首格 |
买入 |
23.41339 |
85200.0 |
¥2.00M |
|
| 2019-04-12 |
网格加仓 |
买入 |
22.862839999999995 |
200.0 |
¥4,574 |
加仓 |
| 2020-12-29 |
网格加仓 |
买入 |
12.72271 |
100.0 |
¥1,273 |
加仓 |
| 2026-11-13 |
强平 |
卖出 |
7.48 |
85500 |
¥63.9万 |
回测结束强平 |